COSW vs. GOOP

Last updated Jun 23, 2026

COSW (Roundhill COST WeeklyPay ETF) and GOOP (Kurv Yield Premium Strategy Google ETF) are both Derivative Income funds. Both are actively managed. At a correlation of -0.12, they often move in opposite directions. Both charge a 0.99% expense ratio.

Performance

COSW vs. GOOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill COST WeeklyPay ETF (COSW) and Kurv Yield Premium Strategy Google ETF (GOOP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, COSW achieves a 10.64% return, which is significantly higher than GOOP's 8.31% return.

COSW

• 1D: -0.07%
• 1M: -9.21%
• YTD: 10.64%
• 6M: 12.49%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GOOP

• 1D: -1.05%
• 1M: -10.52%
• YTD: 8.31%
• 6M: 8.42%
• 1Y: 89.88%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

COSW vs. GOOP - Yearly Performance Comparison

	2026 (YTD)	2025
COSW Roundhill COST WeeklyPay ETF	10.64%	-10.48%
GOOP Kurv Yield Premium Strategy Google ETF	8.31%	22.57%

Correlation

The correlation between COSW and GOOP is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 23, 2025	-0.12

Return for Risk

COSW vs. GOOP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COSW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GOOP

GOOP Risk / Return Rank: 85
GOOP Sharpe Ratio Rank: 92
GOOP Sortino Ratio Rank: 91
GOOP Omega Ratio Rank: 89
GOOP Calmar Ratio Rank: 78
GOOP Martin Ratio Rank: 76

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COSW vs. GOOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill COST WeeklyPay ETF (COSW) and Kurv Yield Premium Strategy Google ETF (GOOP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	COSW	GOOP	Difference
Sharpe ratio: Return per unit of total volatility	—	3.13	—
Sortino ratio: Return per unit of downside risk	—	4.09	—
Omega ratio: Gain probability vs. loss probability	—	1.53	—
Calmar ratio: Return relative to maximum drawdown	—	3.87	—
Martin ratio: Return relative to average drawdown	—	13.74	—

Drawdowns

COSW vs. GOOP - Drawdown Comparison

The maximum COSW drawdown since its inception was -16.24%, smaller than the maximum GOOP drawdown of -27.49%. Use the drawdown chart below to compare losses from any high point for COSW and GOOP.

Drawdown Indicators

	COSW	GOOP	Difference
Max Drawdown Largest peak-to-trough decline	-16.24%	-27.49%	+11.25%
Max Drawdown (1Y) Largest decline over 1 year	—	-23.32%	—
Current Drawdown Current decline from peak	-15.76%	-15.08%	-0.68%
Average Drawdown Average peak-to-trough decline	-4.82%	-6.37%	+1.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	6.56%	—

Volatility

Volatility by Period

	COSW	GOOP	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	10.37%	—
Volatility (6M) Calculated over the trailing 6-month period	—	23.44%	—
Volatility (1Y) Calculated over the trailing 1-year period	25.59%	28.90%	-3.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.59%	26.18%	-0.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.59%	26.18%	-0.59%

COSW vs. GOOP - Expense Ratio Comparison

Both COSW and GOOP have an expense ratio of 0.99%.

Dividends

COSW vs. GOOP - Dividend Comparison

COSW's dividend yield for the trailing twelve months is around 19.82%, more than GOOP's 13.10% yield.

Position	TTM	2025	2024	2023
COSW Roundhill COST WeeklyPay ETF	19.82%	4.96%	0.00%	0.00%
GOOP Kurv Yield Premium Strategy Google ETF	13.10%	11.79%	13.73%	2.06%

Frequently Asked Questions

Can I hold both COSW and GOOP in my portfolio?

COSW and GOOP have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, COSW or GOOP?

Both ETFs have the same 0.99% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, COSW or GOOP?

COSW and GOOP have the same expense ratio: 0.99% per year.

Which ETF pays a higher dividend yield, COSW or GOOP?

COSW has the higher dividend yield at 19.82%, compared with 13.10% for GOOP.

What is the main difference between COSW and GOOP?

They also come from different issuers: Roundhill and Kurv.